3.17Open6.10Pre Close11 Volume11 Open Interest30.00Strike Price3.49KTurnover61.69%IV2.19%PremiumAug 16, 2024Expiry Date2.60Intrinsic Value100Multiplier21DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type-0.6990Delta0.0867Gamma8.43Leverage Ratio-0.0309Theta-0.0107Rho-5.89Eff Leverage0.0230Vega